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Back on topic... Has anyone made use of adaptive moving averages? As mentioned, I'm currently looking into MAMA by Ehlers and I find it interesting, but don't fully understand the math behind it which is rather complex. There are other adaptive moving averages with less complexity.

It's nice that you finally found something that works for you, robthequant, but you shouldn't write off indicators just because you didn't understand them or find them useful. I have been skeptical of indicators myself in the past. Partly due to people claiming them to be useless (and me...

I think a key consideration for an indicator based system is that it needs to adapt to changing market conditions. Ideally, it's auto-adaptive (hence why I find MAMA interesting). We're currently in conditions where the average daily range is twice what it was two weeks ago. Also, ideally...

Thanks, @speedo. :)

Seems like an interesting framework to base a day trading system indeed. Thanks.

Very valuable comments, @mbondy and @Sprout. I have much yet to learn. Thanks for sharing your insights. :)

Thank you. I've experimented a bit with stochastics in the past, but never felt comfortable with that indicator. I have not tried the double stochastics though. I will give it more study for sure. I already have a methodology that's working, but there's certainly room for improvement and I'd...

Even if that large buyer or seller is an arbitrage trade or a hedge?

Interesting. Mind me asking you which indicators you are using? :) Proprietary custom indicators that will remain secret or anything you could share? Thankful for any pointers in the right direction.

Hi all, Searching around on this forum one tends to find a variety of opinions on the subject. A popular theme on ET seems to be that indicators are useless, lag the market and are otherwise of no value since they're derived from price. On the other hand, there seems to be some competent...

Yes. I imagine it's much easier to proper read a thinner market. Due to the 'thickness' of ES and related activity, I find myself wondering how much one can really infer from T&S/DOM on this market.

No conclusions yet. I still keep an open mind and am interested in exploring this further. Last week would have been too much to process for me though and my existing methodology served me well. So, I might wait until things slow down a bit again... As mentioned already, I am a profitable day...

I haven't arrived at any conclusions yet. Did you find it useful last week?

Are you guys finding any value in order flow in this environment? I had the Jigsaw stuff up on Monday last week, but didn't use it on the remainder of the week. I've had more than enough using my existing methodology and had my most profitable week in a long time. I'd imagine that the markets...

By the way - if anyone was paying attention, my filtered feed above wasn't set up correct. I've been experimenting a bit with settings, so the filter value was set at 25, not 100 as I first wrote.

Hi, SkyChef, I quickly scrolled through the video without understanding too much of it as I'm headed out. Can check in detail later tonight. It does remind me of Jigsaw's Auction Vista. Specifically, what kind of information do you feel I've neglected? I'm starting to feel that with all my...

I've spent the entire day watching the T&S. Current set-up using Jigsaw and its reconstructed tape: Filtered @ 100 lots to the left of the DOM. Unfiltered with 'block' trades highlighted (user defined at 50 for now) to the far right. I might very well end up not using this information, but...

Anyone? :)

I did chuckle a few times. Is that because you anticipate what's going to happen based on market depth and changes in that depth and don't care about what's actually transacted? Or do you 'read' what's being transacted directly from your DOM? I'd imagine seeing actual orders being transacted...

I'm very interested in this topic as well, so instead of starting a new one I'm resurfacing this thread. First of all - where can I find information on how CME actually reports this data? I assume on CME's web site, sure, but I have not been able to find this information there. Would be glad if...